+848.7%
ON vs DG
+606.1%
+242.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | +2.4% | +8.4% | -6.0% | +0.8% |
| 30D | -3.3% | +4.9% | -8.2% | -4.3% |
| 3M | -43.6% | +29.3% | -72.9% | -46.8% |
| 6M | +19.0% | -11.3% | +30.2% | +21.0% |
| YTD | +37.4% | +1.8% | +35.6% | +35.3% |
| 1Y | +54.8% | +25.3% | +29.4% | +44.4% |
| 3Y | -25.2% | +9.1% | -34.3% | -30.9% |
| 5Y | +62.7% | -34.9% | +97.6% | +72.1% |
| 10Y | +574.3% | +108.2% | +466.2% | +431.1% |
| All | +848.7% | +606.1% | +242.6% | +407.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling